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Optimal Transport (OT) naturally arises in many machine learning applications, yet the heavy computational burden limits its wide-spread uses. To address the scalability issue, we propose an implicit generative learning-based framework…

Machine Learning · Computer Science 2019-06-26 Yujia Xie , Minshuo Chen , Haoming Jiang , Tuo Zhao , Hongyuan Zha

Computational optimal transport (OT) has recently emerged as a powerful framework with applications in various fields. In this paper we focus on a relaxation of the original OT problem, the entropic OT problem, which allows to implement…

Probability · Mathematics 2025-10-06 Giacomo Greco , Maxence Noble , Giovanni Conforti , Alain Durmus

Optimal transport (OT) theory provides a principled framework for modeling mass movement in applications such as mobility, logistics, and economics. Classical formulations, however, generally ignore capacity limits that are intrinsic in…

Optimization and Control · Mathematics 2025-11-04 Anqi Dong , Karl Henrik Johansson , Johan Karlsson

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions $\pi_0,\pi_1$ on $\mathbb{R}^d$, of minimizing a transport cost $\mathbb{E}[c(X_1-X_0)]$ in the set of couplings $(X_0,X_1)$ whose…

Machine Learning · Statistics 2022-09-30 Qiang Liu

When deploying a trained machine learning model in the real world, it is inevitable to receive inputs from out-of-distribution (OOD) sources. For instance, in continual learning settings, it is common to encounter OOD samples due to the…

Machine Learning · Computer Science 2024-01-23 Chuanwen Feng , Wenlong Chen , Ao Ke , Yilong Ren , Xike Xie , S. Kevin Zhou

In the present paper we deal with an optimal control problem related to a model in population dynamics; more precisely, the goal is to modify the behavior of a given density of individuals via another population of agents interacting with…

Optimization and Control · Mathematics 2016-09-26 Mattia Bongini , Giuseppe Buttazzo

This work studies how the introduction of the entropic regularization term in unbalanced Optimal Transport (OT) models may alter their homogeneity with respect to the input measures. We observe that in common settings (including balanced OT…

Optimization and Control · Mathematics 2022-01-07 Théo Lacombe

An efficient method for computing solutions to the Optimal Transportation (OT) problem with a wide class of cost functions is presented. The standard linear programming (LP) discretization of the continuous problem becomes intractible for…

Numerical Analysis · Mathematics 2015-09-15 Adam M. Oberman , Yuanlong Ruan

We propose a novel neural algorithm for the fundamental problem of computing the entropic optimal transport (EOT) plan between continuous probability distributions which are accessible by samples. Our algorithm is based on the saddle point…

Machine Learning · Computer Science 2023-11-02 Nikita Gushchin , Alexander Kolesov , Alexander Korotin , Dmitry Vetrov , Evgeny Burnaev

Optimal Transport (OT) has fueled machine learning (ML) across many domains. When paired data measurements $(\boldsymbol{\mu}, \boldsymbol{\nu})$ are coupled to covariates, a challenging conditional distribution learning setting arises.…

We combine the power flow model with the proportionally fair optimization criterion to study the control of congestion within a distribution electric grid network. The form of the mathematical optimization problem is a convex second order…

Optimization and Control · Mathematics 2018-10-04 Miroslav Gardlo , Ľuboš Buzna , Rui Carvalho , Richard Gibbens , Frank Kelly

In this paper, we consider Strassen's version of optimal transport (OT) problem, which concerns minimizing the excess-cost probability (i.e., the probability that the cost is larger than a given value) over all couplings of two given…

Probability · Mathematics 2022-02-22 Lei Yu

This paper considers the problem of steering a vast group of agents of which the dynamics are governed by a discrete-time first-order linear system. The group of agents are characterized as a probability density function and an occupation…

Optimization and Control · Mathematics 2024-01-24 Guangyu Wu , Anders Lindquist

Optimal transport (OT) has become exceedingly popular in machine learning, data science, and computer vision. The core assumption in the OT problem is the equal total amount of mass in source and target measures, which limits its…

Machine Learning · Computer Science 2023-08-08 Yikun Bai , Berhnard Schmitzer , Mathew Thorpe , Soheil Kolouri

Optimal transport (OT) and Gromov-Wasserstein (GW) alignment are powerful frameworks for geometrically driven matching of probability distributions, yet their large-scale usage is hampered by high statistical and computational costs.…

Statistics Theory · Mathematics 2026-02-04 Tao Wang , Ziv Goldfeld

This paper studies the convergence rates of optimal transport (OT) map estimators, a topic of growing interest in statistics, machine learning, and various scientific fields. Despite recent advancements, existing results rely on regularity…

Statistics Theory · Mathematics 2024-12-12 Yizhe Ding , Runze Li , Lingzhou Xue

Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare in a geometrically faithful way point clouds and more generally probability distributions. The wide adoption of OT into existing data analysis and…

Machine Learning · Statistics 2023-01-18 Thibault Séjourné , Gabriel Peyré , François-Xavier Vialard

Optimal transport (OT) is a powerful geometric tool used to compare and align probability measures following the least effort principle. Despite its widespread use in machine learning (ML), OT problem still bears its computational burden,…

Machine Learning · Computer Science 2023-08-14 Oliver Struckmeier , Ievgen Redko , Anton Mallasto , Karol Arndt , Markus Heinonen , Ville Kyrki

Optimal transport (OT) has profoundly impacted machine learning by providing theoretical and computational tools to realign datasets. In this context, given two large point clouds of sizes $n$ and $m$ in $\mathbb{R}^d$, entropic OT (EOT)…

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino